Total positivity properties of the bivariate diagonal natural exponential families

I-Li Lu and Donald Richards

Statistics & Probability Letters, 1996, vol. 26, issue 2, 119-124

Abstract: The diagonal natural exponential families (NEFs) on [real]r were defined and classified recently by Bar-Lev et al. (1994). In this paper, we apply explicit formulas for the Mehler kernels of certain bivariate diagonal NEF classes to develop the total positivity properties of these NEFs and the variation-diminishing properties of their Mehler kernels.

Keywords: Charlier; polynomials; gamma; distribution; Hermite; polynomials; Laguerre; polynomials; Mehler's; formula; Meixner; polynomials; multinomial; distribution; natural; exponential; family; negative; multinomial; distribution; normal; distribution; orthogonal; polynomials; Poisson; distribution (search for similar items in EconPapers)
Date: 1996
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